| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
3
5
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.38 |
| Mean | 0.56 |
| Sharpe Ratio | 0.36 |
| Bear Market Decile Rank | 66 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 74.2 | 87.63 |
| Beta | 0.81 | 0.82 |
| Alpha | -0.67 | 2.43 |
